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SMOOTH

The SMOOTH command provides options for smoothing time series by the methods of moving averages, exponential smoothing and seasonal adjustment.

In general, the format is:

SMOOTH var / options

The available options are:

OPTION DESCRIPTION
additive Uses an additive model instead of the multiplicative model. If this option is used the ARITH option is automatically set.
arith Used to compute an arithmetic average rather than a geometric average for the calculation of seasonal factors.
beg= Specifies the BEGinning observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect.
central By default, centered moving averages are calculated. Use NOCENTRAL for fully lagged moving averages.
emave= Stores the exponential moving average in the variable specified.
end= Specifies the ENDing observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect.
hpfilter Implements the Hodrick-Prescott [1997] filter. The smoothing parameter is specified with the LAMBDA= option.
lambda= Specifies the smoothing parameter for the Hodrick-Prescott filter.
mave= Stores the moving average in the variable specified.
nma= Specifies the number of periods (p) to use in calculating moving averages. For seasonal adjustment NMA= is usually the same number as NSPAN=.
nocentral By default, centered moving averages are calculated. Use NOCENTRAL for fully lagged moving averages.
nspan= Specifies the number of seasonal periods S. Use 4 for quarterly data and 12 for monthly data.
samave= Stores the seasonally adjusted time series in the variable specified.
sfac= Stores the seasonal adjustment factors in the variable specified.
weight= Specifies the weight W in the range 0 < W < 1 in exponential smoothing to compute exponential moving averages. The default is 2/(1+p) where p is the value specified with the NMA= option.